+327.1%
CFG vs DTE
+221.1%
+106.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +1.6% | +3.2% | -1.6% | -0.3% |
| 30D | +3.3% | +8.5% | -5.2% | -1.8% |
| 3M | -11.5% | +1.3% | -12.8% | -12.4% |
| 6M | +6.2% | -0.7% | +6.9% | +6.2% |
| YTD | +14.3% | +10.6% | +3.6% | +6.1% |
| 1Y | +26.7% | +2.6% | +24.1% | +23.2% |
| 3Y | +187.8% | +56.5% | +131.2% | +109.5% |
| 5Y | +61.3% | +46.7% | +14.6% | +19.6% |
| 10Y | +217.2% | +150.4% | +66.8% | +96.0% |
| All | +327.1% | +221.1% | +106.0% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DTE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling